Preprints:
- Change Point Estimation in a Dynamic Stochastic Block Model (joint work with Moulinath Banerjee and George Michailidis), 2018.
- Common change point estimation in panel data from the least squares and maximum likelihood viewpoints (joint work with Moulinath Banerjee and George Michailidis), 2017.
- A white noise test under weak conditions (joint work with Arup Bose and Radhendushka Srivastava), 2017.
Published articles:
- Joint convergence of sample autocovariance matrices when $p/n \to 0$ with application (joint work with Arup Bose), to appear in Annals of Statistics.
- Matrix polynomial generalizations of the sample variance-covariance matrix when $p/n \to y \in (0,\infty)$ (joint work with Arup Bose), Indian Journal of Pure and Applied Mathematics, 2017.
- Large sample behaviour of high dimensional autocovariance matrices (joint work with Arup Bose), Annals of Statistics, 2016.
- Polynomial generalizations of the sample variance-covariance matrix when $p/n \to 0$ (joint work with Arup Bose), Random Matrices: Theory and Applications, 2016.
- Estimation of autocovariance matrices for infinite dimensional vector linear process (joint work with Arup Bose), Journal of Time Series Analysis, 2014.
- Consistency of large dimensional sample covariance matrix under weak dependence (joint work with Arup Bose), Statistical Methodology, 2014.
Book:
- Large covariance and autocovariance matrices (with Arup Bose), Chapman & Hall/CRC Monographs on Statistics and Applied Probability, 2018.
Thesis:
Asymptotics of large variance-covariance and autocovariance matrices.